论求解单调变分不等式的一些投影收缩算法

论求解单调变分不等式的一些投影收缩算法何炳生（南京大学）ＯＮＳＯＭＥＰＲＯＪＥＣＴＩＯＮＡＮＤＣＯＮＴＲＡＣＴＩＯＮＭＥＴＨＯＤＳＦＯＲＳＯＬＶＩＮＧＭＯＮＯＴＯＮＥＶＡＲＩＡＴＩＯＮＡＬＩＮＥＱＵＡＬＩＴＩＥＳ￥ＨｅＢｉｎｇ－ｓｈｅｎｇ（Ｎａｍｉｎ...     

变分不等式的一类二次投影算法

通过构造的一类严格分离当前点与解集的超平面得到了一类解伪单调变分不等式的修正二次投影算法,该算法对He Yiran的算法进行了修正.从而建立了解伪单调变分不等式二次投影算法的一种框架结构.证明了该算法生成的无穷序列具有的全局收敛性,在具备某种局部误差界和Lipchitz连续条件下给出了收敛率分析.并给出了该算法的数值演算结果.     

一类广义线性变分不等式的求解与应用

数学规划中的某些问题等价于如下形式的广义线性变分不等式:确定向量u^*,使其满足 Nu*+t∈Ω(v-(Nu*+t))~T(Mu*+q)≥0>O,v∈Ω.就此给出了求解一类广义线性变分不等式的迭代方法,它们可以用来求解一类更有实用价值的广义规划.     

求解伪单调变分不等式的两种投影算法

本文提出了两种求解伪单调变分不等式的定步长的投影算法．这与Solodov ＆ Tseng(1996)和He(1997)的变步长策略不同．我们证明了算法的全局收敛性，并且还在一定条件下证明了算法的Q-线性收敛性．     

求解非单调变分不等式的一种半空间投影算法

本文提出了一种求解非单调变分不等式的半空间投影算法,在映射是连续和对偶变分不等式解集非空的假设条件下证明了该算法生成的无穷序列是全局收敛的,并在局部误差界和Lipschitz连续条件下给出了收敛率分析.通过数值实验验证了所提出算法的有效性和可行性.     

一种新的求解拟单调变分不等式的压缩投影算法

2020年Liu和Yang提出了求解Hilbert空间中拟单调且Lipschitz连续的变分不等式问题的投影算法,简称LYA。本文在欧氏空间中提出了一种新的求解拟单调变分不等式的压缩投影算法,简称NPCA。新算法削弱了LYA中映射的Lipschitz连续性。在映射连续、拟单调且对偶变分不等式解集非空的条件下得到了NPCA所生成点列的聚点是解的结论。当变分不等式的解集还满足一定条件时,得到了NPCA的全局收敛性。数值实验结果表明NPCA所需的迭代步数少于LYA的迭代步数,NPCA在高维拟单调例子中所需的计算机耗时也更少。     

求解拟变分不等式问题的一种投影算法

拟变分不等式问题在经济、工程,最优化和控制等领域都有着广泛的应用,目前,对拟变分不等式问题的研究还处于初级阶段.在本文中,我们利用梯度投影技术,给出了一种求解拟变分不等式问题的投影类算法,证明了该算法的全局收敛性,并给出了数值试验结果.     

求解多面体上的线性变分不等式

已给矩阵Ｍ∈Ｒｎ×ｎ，向量ｑ∈Ｒｎ，凸多面体Ｚ＝｛ｘ∈Ｒｎ｜Ａｘ≤ｂ，Ｂｘ＝ｄ｝，其中Ａ∈Ｒｍ×ｎ，Ｂ∈Ｒｐ×ｎ，变分不等式问题ＡＶＩＰ（Ｍ，Ｂ，Ａ，ｑ，ｄ，ｂ）是求ｘ＊∈Ｚ使得对一切ｘ∈Ｚ，不等式（ｘ－ｘ＊）Ｔ（Ｍｘ＋ｑ）≥０成立，本文给出了这一问题的等价形式，提出了两个投影算法并作了总体收敛性分析     

变分不等式问题的一个外梯度投影算法

１．引 言 设Ｃ Ｒｎ为非空闭凸集，为连续映射．变分不等式问题，记为ＶＩ（Ｆ，Ｃ），是求满足上述条件的向量ｘ∈Ｃ变分不等式问题在工程力学，交通运输，经济运筹等方面具有广泛的应用并越来越受到人们的重视 ［２，３］ 求解变分不等式问题有很多解法，其中最简单的是投影     

求解变分不等式问题的一个递推算法的一个注

本文改进了[3]中的一个基本不等式和原算法，从而提高了数值计算的效率,而且在新算法的收敛性分析中去掉了变分不等式问题的单调性条件．     

A Goldstein's Type Projection Method for a Class of Variant Variational Inequalities

Some optimization problems in mathematical programming can be translated to a variant variational inequality of the following form: Find a vector $\u^*$,such that $$Q(u^*)∈Ω,(v-Q(u^*))^Tu^* ≥ 0, ∀_v∈Ω.$$. This paper presents a simple iterative method for solving this class of variational inequalities. The method can be viewed as an extension of the Goldstein's projection method. Some results of preliminary numerical experiments are given to indicate its applications.     

Convergence Properties of Projection and Contraction Methods for Variational Inequality Problems

In this paper we develop the convergence theory of a general class of projection and contraction algorithms (PC method), where an extended stepsize rule is used, for solving variational inequality (VI) problems. It is shown that, by defining a scaled projection residue, the PC method forces the sequence of the residues to zero. It is also shown that, by defining a projected function, the PC method forces the sequence of projected functions to zero. A consequence of this result is that if the PC method converges to a nondegenerate solution of the VI problem, then after a finite number of iterations, the optimal face is identified. Finally, we study local convergence behavior of the extragradient algorithm for solving the KKT system of the inequality constrained VI problem. \keywords{Variational inequality, Projection and contraction method, Predictor-corrector stepsize, Convergence property.} \amsclass{90C30, 90C33, 65K05.} Accepted 5 September 2000. Online publication 16 January 2001.     

A Class of Projection Methods for General Variational Inequalities

In this paper, we consider and analyze a new class of projection methods for solving pseudomonotone general variational inequalities using the Wiener-Hopf equations technique. The modified methods converge for pseudomonotone operators. Our proof of convergence is very simple as compared with other methods. The proposed methods include several known methods as special cases.     

一般伪单调变分不等式的改进投影算法

本文基于算子的分裂技巧给出了解一般伪单调变分不等式几种新的投影算法，包括三步和走步迭代算法．在算子T是g-伪单调和g-Lipschitz连续的条件下，即可证明新提出算法的收敛性．     

集值混合变分不等式的一类自适应惯性投影次梯度算法

本文在实Hilbert空间上引入了一类求解集值混合变分不等式新的自适应惯性投影次梯度算法.在集值映射T为f-强伪单调或单调的条件下,我们证明了由该自适应惯性投影次梯度算法所产生的序列强收敛于集值混合变分不等式问题的的唯一解.     

A Class of Combined Iterative Methods for Solving Variational Inequalities

A general approach to constructing iterative methods that solve variational inequalities is proposed. It is based on combining, modifying, and extending ideas contained in various Newton-like methods. Various algorithms can be obtained with this approach. Their convergence is proved under weak assumptions. In particular, the main mapping need not be monotone. Some rates of convergence are also given.     

On a General Projection Algorithm for Variational Inequalities

Let H be a real Hilbert space with norm and inner product denoted by and . Let K be a nonempty closed convex set of H, and let f be a linear continuous functional on H. Let A, T, g be nonlinear operators from H into itself, and let be a point-to-set mapping. We deal with the problem of finding uK such that g(u)K(u) and the following relation is satisfied: , where >0 is a constant, which is called a general strong quasi-variational inequality. We give a general and unified iterative algorithm for finding the approximate solution to this problem by exploiting the projection method, and prove the existence of the solution to this problem and the convergence of the iterative sequence generated by this algorithm.     

一个关于混合变分不等式问题的投影算法

作者提出了混合变分不等式的一个新的投影算法. 混合变分不等式在弹性塑料学领域有实际应用, 而且形式上比经典的变分不等式更一般. 假设映射具有某种伪单调性, 作者证明了所提出的新算法是全局收敛的. 如果某种误差届成立, 算法的收敛率也被分析.     

解变分不等式的一种二次投影算法

该文研究一种新的解变分不等式的二次投影算法.通过构造一类新的严格分离当前迭代和变分不等式解集的超平面,进而建立了解决伪单调变分不等式投影算法的一种新的框架.通过改进已有结果的证明方法,证明了该算法生成的无穷序列是全局收敛的,并且在局部误差和Lipschitz条件下给出了收敛率分析.     

Solvability Theory and Projection Methods for a Class of Singular Variational Inequalities: Elastostatic Unilateral Contact Applications

The mathematical modeling of engineering structures containing members capable of transmitting only certain type of stresses or subjected to noninterpenetration conditions along their boundaries leads generally to variational inequalities of the form , where C is a closed convex set of (kinematically admissible set), (loading strain vector), and (stiffness matrix). If rigid body displacements and rotations cannot be excluded from these applications, then the resulting matrix M is singular and serious mathematical difficulties occur. The aim of this paper is to discuss the existence and the numerical computation of the solutions of problem (P) for the class of cocoercive matrices. Our theoretical results are applied to two concrete engineering problems: the unilateral cantilever problem and the elastic stamp problem.